Some unified characterization results on the generalized Pareto distributions based on generalized order statistics
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- David E. Giles & Qinlu Chen, 2014.
"Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory,"
Econometrics Working Papers
1402, Department of Economics, University of Victoria.
- Qinlu Chen & David E. Giles, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
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KeywordsRecord statistics; Extended neighbouring order statistics; Progressively Type-II right censored order statistics;
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